Bunkers have a single gun port, you choose the way that it faces when placing it during building.
You can only change the facing of a machine gunner unit if they are outside of a bunker, however they will automatically move the gun towards enemy if placed inside of a building with multiple windows. (you may need to issue an attack order to force them to switch sides of the building first, but they won't need any setup time.)

You hold the mouse button as you place it and a directional arrow (or the angle of fire cone) pops up.

Thanks guys this game is a lot more enjoyable when your bunkers shoot back.